One thing that would be awsome to be your last words: "THIS CANNOT BE?!?"

Not quite as awsome:"Are you sure you know what you're doing?" "Are you going my way?" "You stay here, I'm going to check it out.""What is that? OH GOD PLEASE DON'T! OH GOD! OH GOD PLEASE! OH-GOD-NO-OH-GOD-OH-GOD!""No matter what you hear, stay in this hiding spot. Promisis me... No matter what, you'll stay in this spot and you won't make a sound."

You could also make a whole thread about "Phrases you don't wan't to hear right before you die." Perhaps most notably: "It puts the lotion on it's skin and it does what it's told." or perhaps: "Squeel like a pig, boy."